+26.2%
MAR vs UTHR
+23.3%
+3.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -4.2% | -5.4% | +1.3% | -3.7% |
| 30D | -6.7% | -6.0% | -0.6% | -6.2% |
| 3M | -12.5% | -11.0% | -1.5% | -11.7% |
| 6M | +0.6% | -0.5% | +1.1% | +0.8% |
| YTD | +9.1% | +0.1% | +9.0% | +9.0% |
| 1Y | +26.2% | +28.2% | -2.0% | +27.5% |
| All | +26.2% | +23.3% | +3.0% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling